Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0.73% | 2.66 CHF | 2.68 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 203,446 CHF | 204,946 CHF | 98.82% | 98.82% |
19/11/2024 | 0.75% | 2.65 CHF | 2.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 200,356 CHF | 201,856 CHF | 99.94% | 99.94% |
18/11/2024 | 0.83% | 2.70 CHF | 2.72 CHF | 75,000 | 75,000 | 69,764 | 69,764 | 185,348 CHF | 186,848 CHF | 98.08% | 98.08% |
15/11/2024 | 0.76% | 2.65 CHF | 2.67 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 196,145 CHF | 197,645 CHF | 100.00% | 100.00% |
14/11/2024 | 0.79% | 2.59 CHF | 2.61 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 189,304 CHF | 190,804 CHF | 99.57% | 99.57% |
13/11/2024 | 0.82% | 2.45 CHF | 2.47 CHF | 75,000 | 75,000 | 74,442 | 74,442 | 181,828 CHF | 183,324 CHF | 99.32% | 99.32% |
12/11/2024 | 0.82% | 2.36 CHF | 2.38 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 182,686 CHF | 184,186 CHF | 99.36% | 99.36% |
11/11/2024 | 0.79% | 2.54 CHF | 2.56 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 189,816 CHF | 191,316 CHF | 95.09% | 95.09% |
08/11/2024 | 0.82% | 2.40 CHF | 2.42 CHF | 75,000 | 75,000 | 75,000 | 75,000 | 181,351 CHF | 182,851 CHF | 99.79% | 99.79% |
07/11/2024 | 0.81% | 2.51 CHF | 2.53 CHF | 75,000 | 75,000 | 73,692 | 73,692 | 186,657 CHF | 188,157 CHF | 96.70% | 96.70% |